Estimating variance components in Stata
Abstract. This article gives a brief overview of the popular methods for estimating
variance components in linear models and describes several ways to obtain
such estimates in Stata for various experimental designs. The
article’s emphasis is on using xtmixed to estimate variance
components. Prior to Stata 9, loneway could be used to estimate
variance components for one-way random-effects models. For other
experimental designs, variance components could be computed manually using
saved results after anova. The latter approach is viable but requires
tedious computations for complicated experimental designs. Instead, as of
Stata 9, variance components are easily obtained by using xtmixed.
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Yulia V. Marchenko
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variance components, experimental design, ANOVA, REML, ML, multilevel, random coefficients, mixed models
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